-39.1%
JOBY vs KIM
+155.9%
-195.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | -5.2% | -1.7% | -3.5% | -4.0% |
| 30D | -19.7% | -3.0% | -16.8% | -18.1% |
| 3M | -31.7% | -8.9% | -22.9% | -28.0% |
| 6M | -37.5% | +2.4% | -39.9% | -39.8% |
| YTD | -51.6% | +18.3% | -69.9% | -58.5% |
| 1Y | -53.3% | +8.2% | -61.5% | -57.2% |
| 3Y | -12.2% | +44.0% | -56.3% | -34.6% |
| 5Y | -31.3% | +37.3% | -68.6% | -44.0% |
| All | -39.1% | +155.9% | -195.0% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling